Structural Equation Modeling With Unknown Population Distributions: Ridge Generalized Least Squares

This article proposes 2 classes of ridge generalized least squares (GLS) procedures for structural equation modeling (SEM) with unknown population distributions. The weight matrix for the first class of ridge GLS is obtained by combining the sample fourth-order moment matrix with the identity matrix. The weight matrix for the second class is obtained by combining the sample fourth-order moment matrix with its diagonal matrix. Empirical results indicate that, with data from an unknown population distribution, parameter estimates by ridge GLS can be much more accurate than those by either GLS or normal-distribution-based maximum likelihood; and standard errors of the parameter estimates also become more accurate in predicting the empirical ones. Rescaled and adjusted statistics are proposed for overall model evaluation, and they also perform much better than the default statistic following from the GLS method. The use of the ridge GLS procedures is illustrated with a real data set.     

基于期望值模型的虚拟企业风险规划研究

主要分析了虚拟企业所面临的风险因素具有随机性的特点,建立了虚拟企业风险规划的期望值模型.为了较好地处理模型中的随机变量,引入了蒙特卡罗模拟,并将其与粒子群算法相结合.仿真分析表明了期望值模型能够较好地刻画具有随机因素的风险规划问题,同时,所设计算法的性能也得到了验证.     

Copula方法对多变量股指期权定价的研究

本文给出了完全市场条件下基于Bernstein Copula的多变量欧式期权的风险中性价格.然后将GARCH处理后的沪深两市股指作为数据代入模型进行估计,并采用蒙特卡罗模拟方法对沪深两市股指期权进行实证研究.     

A 3D numerical simulation of laser-induced incandescence of soot particles in coal combustion products

Laser-induced incandescence （LII） has received increasing attention as a potentially powerful technique for in-situ measuring of the volume fraction and primary size of soot particles in combustion systems. In this study, a 3D Monte Carlo simulation combined with a Mie equation was developed to analyze the influence of spectral absorption and scattering on the measured LII flux emitted by soot particles. This paper represents a first attempt to analyze soot measurement using the LII technique in coal combustion products. The combustion products of gases （CO2, N2）, soot, and fly-ash particles, present between the location of laser-excited soot and the LII flux receiver. The simulation results indicated that an almost Beer-Lambert exponential decrease in LII flux occurred with an increase in the volume fraction of soot particles, while a nearly linear decrease occurred with an increase in the volume fraction of fly-ash particles. The results also showed that scattering effects of both soot and fly-ash particles on the LII flux could be neglected. Compared with the absorption of gases, a decrease of 20% of LII flux was observed with soot particles, and a decrease of 10% with fly-ash particles.     

基于MCMC方法优化的港口交通系统风险仿真

为获得较为准确的港口交通系统风险分布,提高港口风险管理能力,在港口交通风险定量化评估的基础上,得出交通事故率和事故后果的贝叶斯概率统计,构建基于马尔可夫链蒙特卡罗(Markov Chain Monte Carlo,MCMC)方法的港口交通系统风险仿真模型.利用WinBUGS软件,通过MCMC方法对该模型进行参数推断和优化;并在此基础上对港口交通系统风险进行仿真实验,得出风险度分布曲线.实例表明,优化后的仿真模型能更好地反映港口交通系统风险的趋势,为港口安全管理决策提供支持.     

Dynamic Monte Carlo study on the probability distribution functions of tail-like polymer chain

INTRODUCTION Polymer chains with one end attached to a sur- face by means of physical or chemical interaction have become one of the important polymer science subject, which are useful for many applications, such as polymer compatibilizers, copolymer microphases, colloid stabilization, polymeric surfactants (Milner, 1991). Grafting polymers can improve the power efficiency of electrorheological fluids, enhance pho- toluminescence of nano materials, and increase dis- persion stability. On …     

ANALYSIS AND DECISION OF A COAL TIPPLE

ＡＮＡＬＹＳＩＳＡＮＤＤＥＣＩＳＩＯＮＯＦＡＣＯＡＬＴＩＰＰＬＥＷａｎｇＣｈａｎｇｚｈｏｕ（王昌周）（ＤｅｐａｒｔｍｅｎｔｏｆＣｏｍｐｕｔｅｒＳｃｉｅｎｃｅａｎｄＴｅｃｈｎｏｌｏｇｙ）ＪｉａｎｓＢｉｎｇｌｅｉ（蒋冰蕾）（ＤｅｐａｒｔｍｅｎｔｏｆＴｒａ...     

蒙特卡罗方法与积分的计算

研究应用Monte Carlo方法计算定积分的原理,给出了三种模拟方法并进行了推广,探讨了其与反常积分间的关系,最后结合Sas软件进行实例分析,并给出了程序.     

基于路径预测和自适应无线电射程的移动传感网络定位算法研究

针对坑道内的人员和设备定位,提出了一种适用于锚节点固定,未知节点自由移动的移动传感器网络定位算法。基于MonteCarlo算法,采用牛顿插值法对未知节点的运动路径进行预测,并确立其位置的预测模型,根据提出的一种自适应无线电射程计算方法对预测位置进行滤波。减小了无线电射程的不稳定性对预测结果的影响。仿真结果表明：与其它几种具有代表性的移动传感器网络定位算法相比,本算法定位精度更高、对锚节点密度的要求更低。     

金融市场风险测量模型的计算方法研究与比较

目前,VaR已经成为现代国际金融界风险测量、监控和管理的主流方法。通过对国内外关于金融市场风险管理文献的学习、研究,在以有的文献基础上,系统全面地介绍了VaR值的计算方法,指出了几种方法的优缺点,并进行了比较研究,为进一步探讨VaR方法在金融风险管理中的应用、并对我国金融机构和投资者管理市场风险,具有一定的参考价值。